I don't see my rotary cutters as any more dangerous than the sharpest knife in my kitchen but treat them with the same respect as that sharp knife.
Sorry to hear of your misfortune but treat it as a timely warning. Run a safety check at the start of your quilting day just as you would for your car before you'd take it out on the road. "An ounce of prevention is worth a pound of cure".
Can't see how a loose screw could cause the blade to split in two. Sounds like a faulty blade. Maybe some investigation is needed. Glad it wasn't any worse for you. Happy Quilting.